Include (unconstrained) parameter names along with the inverse metric?
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Description
CmdStan writes the inverse metric to a file, but it doesn't include the names of the unconstrained parameters corresponding to the rows/columns. See stan-dev/cmdstanr#716.
To do that I think it would just involve including the names returned by
model.unconstrained_param_names(names, false, false);
in the JSON file, right? For example,
{
"stepsize": 0.1,
"metric_type": "diag_e",
"unconstrained_param_names": ["alpha", "beta.1", "beta.2"],
"inv_metric": [0.1, 0.2, 0.3]
}
This would make it much easier for users to figure out which unconstrained parameter elements correspond to which elements of the matrix.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Locate the code that writes the inverse metric JSON and inspect how model.unconstrained_param_names(names, false, false) is used. Add the parameter-name list alongside inv_metric, then verify the generated JSON matches the requested structure and update or run the relevant output tests.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Quiet
- Clarity
- Mostly clear
- Newbie friendliness
- 65/100